+48.8%
VZ vs GGLL
+195.8%
-147.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.8% |
| 7D | +2.2% | +6.3% | -4.1% | +2.3% |
| 30D | +10.6% | -35.1% | +45.7% | +10.3% |
| 3M | -0.6% | -37.7% | +37.1% | -0.9% |
| 6M | +0.7% | -54.1% | +54.8% | +0.5% |
| YTD | +20.6% | -29.4% | +50.0% | +20.3% |
| 1Y | +22.7% | -13.4% | +36.1% | +22.2% |
| 3Y | +57.2% | +158.3% | -101.1% | +48.3% |
| All | +48.8% | +195.8% | -147.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling